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#127 fix: support cones for generic number types. #136

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#127 fix: support cones for generic number types. #136

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4e135d8
Adding support for BigFLoat cones
lrnv Jun 29, 2021
8607081
removing completely the typecheck
lrnv Jun 29, 2021
75dc3a0
Better dispatch
lrnv Jun 29, 2021
2421625
Remove D
lrnv Jun 29, 2021
337a365
formula was false
lrnv Jun 30, 2021
3e25ee5
Tring MutableArithmetics + small change.
lrnv Jun 30, 2021
c5b1f70
Move to mutable arithmetics for aribitrary type PSD projections
lrnv Jun 30, 2021
edfcbe9
Change comment
lrnv Jul 1, 2021
ae81709
Temporary fix
lrnv Jul 1, 2021
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3 changes: 2 additions & 1 deletion Project.toml
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Expand Up @@ -7,6 +7,7 @@ version = "0.8.1"
AMD = "14f7f29c-3bd6-536c-9a0b-7339e30b5a3e"
COSMOAccelerators = "bbd8fffe-5ad0-4d78-a55e-85575421b4ac"
DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
GenericLinearAlgebra = "14197337-ba66-59df-a3e3-ca00e7dcff7a"
IterTools = "c8e1da08-722c-5040-9ed9-7db0dc04731e"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
Expand All @@ -29,8 +30,8 @@ DataStructures = "^0.17.0, ^0.18.0"
IterTools = "^1"
MathOptInterface = "~0.9.16"
QDLDL = "~0.1.4"
Requires = "^1"
Reexport = "0.2, ^1"
Requires = "^1"
UnsafeArrays = "0.3, 1"
julia = "^1"

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2 changes: 1 addition & 1 deletion src/COSMO.jl
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@@ -1,7 +1,7 @@
__precompile__()
module COSMO

using SparseArrays, LinearAlgebra, SuiteSparse, QDLDL, Pkg, DataStructures, Requires, Printf, IterTools
using SparseArrays, LinearAlgebra, SuiteSparse, QDLDL, Pkg, DataStructures, Requires, Printf, IterTools, GenericLinearAlgebra
using Reexport
using COSMOAccelerators

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6 changes: 6 additions & 0 deletions src/convexset.jl
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Expand Up @@ -203,6 +203,12 @@ function _project!(X::AbstractMatrix, ws::PsdBlasWorkspace{T}) where{T}
rank_k_update!(X, ws)
end

function _project!(X::AbstractMatrix{BigFloat}, ws::PsdBlasWorkspace{BigFloat})
w,Z = GenericLinearAlgebra.eigen(GenericLinearAlgebra.Hermitian(X))

@migarstka migarstka Jun 29, 2021

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This reallocates w and Z at every iteration. Is there a non-allocating version of GenericAlgebra.eigen ? eigen! perhaps?

@lrnv lrnv Jun 29, 2021

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There is a function with that name but I do not understand how it works (and where it stores the result). I tried several things and no luck yet :/

D = LinearAlgebra.Diagonal(max.(w,0))
X .= Z'D'Z
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end

function rank_k_update!(X::AbstractMatrix, ws::COSMO.PsdBlasWorkspace{T}) where {T}
n = size(X, 1)
@. X = zero(T)
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2 changes: 0 additions & 2 deletions src/interface.jl
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Expand Up @@ -388,8 +388,6 @@ function type_checks(constraints::Vector{COSMO.Constraint{T}}) where {T <: Abstr
return nothing
end
type_checks(convex_set::AbstractConvexSet) = nothing
type_checks(convex_set::Union{PsdCone{BigFloat}, PsdConeTriangle{BigFloat}}) = throw(ArgumentError("COSMO currently does not support the combination of PSD constraints and BigFloat."))



function check_A_dim(A::Union{AbstractVector{<:Real},AbstractMatrix{<:Real}}, n::Int)
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